Anic Equity¶

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Total return since start: 0.628 %¶

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Equity now: -----------------------------> 49730.03 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45668.82 Kr¶

PnL: ---------------------------------------> 612.82 Kr¶

DD now: ---------------------------------> -6.382 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 16:48:54.974669'

Anic Portfolio¶

Today¶

Return: 1.753 %¶

This Week¶

Return: 0.866 %¶

Total portfolio value¶

Return including deposits: 62.803 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.480000 1668.780000 199.780000 13.600000 1468.999998
Sedana Medical 93 4.200000 2676.540000 155.540000 6.170000 2521.000011
Orrön Energy 180 6.430000 2188.800000 145.800000 7.140000 2043.000000
Atrium Ljungberg B 5 4.410000 994.500000 59.500000 6.360000 935.000000
Platzer Fastigheter Holding B 12 4.950000 1017.600000 56.600000 5.890000 960.999996
Sagax B 4 3.650000 898.400000 44.400000 5.200000 854.000000
Catena 2 4.080000 836.000000 44.000000 5.560000 792.000000
JM 6 3.350000 907.200000 43.200000 5.000000 864.000000
Hoist Finance 35 1.740000 1022.000000 42.000000 4.290000 980.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
VEF 909 4.000000 1890.720000 40.720000 2.200000 1850.000436
Hexatronic Group 12 3.320000 1000.320000 33.320000 3.450000 966.999996
BioGaia B 8 1.800000 951.200000 21.200000 2.280000 930.000000
Biotage 7 1.560000 957.600000 16.600000 1.760000 940.999997
Bilia A 8 1.510000 913.600000 13.600000 1.510000 900.000000
Byggmax Group 33 1.660000 968.880000 12.880000 1.350000 956.000001
Gränges 9 1.360000 940.500000 12.500000 1.350000 927.999999
Clas Ohlson B 12 0.860000 982.800000 9.800000 1.010000 972.999996
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
EQT 4 1.160000 837.600000 5.600000 0.670000 832.000000
OX2 13 1.310000 952.900000 2.900000 0.310000 949.999999
AcadeMedia 8 0.800000 404.000000 2.000000 0.500000 402.000000
ASSA ABLOY B 3 0.270000 777.900000 -1.100000 -0.140000 779.000001
Alimak Group 11 0.000000 917.400000 -10.600000 -1.140000 927.999996
Nordic Waterproofing Holding 7 1.340000 956.200000 -10.800000 -1.120000 966.999999
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
Addnode Group B 11 0.370000 904.750000 -16.250000 -1.760000 921.000003
SKF B 5 -1.340000 919.500000 -20.500000 -2.180000 940.000000
Hexagon B 26 1.420000 3438.500000 -22.500000 -0.650000 3461.000010
Vitec Software Group B 2 1.920000 1062.000000 -25.000000 -2.300000 1087.000000
Indutrade 5 2.410000 1189.000000 -29.000000 -2.380000 1218.000000
Latour B 4 0.000000 818.000000 -39.000000 -4.550000 857.000000
Bufab 3 -0.630000 1046.400000 -62.600000 -5.640000 1109.000001
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
BHG Group 97 1.570000 1376.430000 -82.570000 -5.660000 1458.999989
TOTAL 45668.820000 612.820000 -6.38234% 45056.000411

Updated:¶

'2023-07-04 16:49:12.087436'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶